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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+0.36%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$51.2B
AUM Growth
+$1.5B
Cap. Flow
+$1.8B
Cap. Flow %
3.51%
Top 10 Hldgs %
12.6%
Holding
4,130
New
182
Increased
2,226
Reduced
1,541
Closed
156

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$222M
2
VNQ icon
Vanguard Real Estate ETF
VNQ
+$80.1M
3
IWB icon
iShares Russell 1000 ETF
IWB
+$51.3M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$40.5M
5
MSFT icon
Microsoft
MSFT
+$39.9M

Top Sells

Rank Stock Value
1
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
+$77.8M
2
LO
LORILLARD INC COM STK
LO
+$65.3M
3
VGK icon
Vanguard FTSE Europe ETF
VGK
+$47.7M
4
AMX icon
America Movil
AMX
+$47.4M
5
RGP
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
+$27.3M

Sector Composition

Rank Sector Weight
1 Financials 13.58%
2 Healthcare 13.18%
3 Technology 12.66%
4 Industrials 8.85%
5 Consumer Discretionary 8.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RJD.CL
3251
DELISTED
Raymond James Financial Inc
RJD.CL
$262K ﹤0.01%
+10,001
New +$267K
SNC
3252
DELISTED
State National Companies, Inc.
SNC
$260K ﹤0.01%
23,998
+298
+1% +$3.06K
XOOM
3253
DELISTED
XOOM CORP COM
XOOM
$258K ﹤0.01%
12,270
-9,014
-42% -$168K
PFSI icon
3254
PennyMac Financial
PFSI
$3.89B
$257K ﹤0.01%
14,181
-1,986
-12% -$36.2K
TCRT icon
3255
Alaunos Therapeutics
TCRT
$4.64M
$257K ﹤0.01%
143
-292
-67% -$453K
VMBS icon
3256
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$257K ﹤0.01%
4,872
-293
-6% -$15.6K
INSM icon
3257
Insmed
INSM
$21.2B
$256K ﹤0.01%
+10,492
New +$238K
MTA
3258
DELISTED
MAGYAR TELEKOM TELECOMMUNICATIONS PLC SPON ADR
MTA
$256K ﹤0.01%
37,300
– –
PSB.PRU.CL
3259
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$255K ﹤0.01%
10,723
+133
+1% +$3.24K
BIN
3260
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$253K ﹤0.01%
9,406
+63
+0.7% +$1.79K
TACO
3261
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$253K ﹤0.01%
+16,614
New +$252K
GFA
3262
DELISTED
Gafisa S.A.
GFA
$253K ﹤0.01%
12,277
+326
+3% +$7.02K
CVCO icon
3263
Cavco Industries
CVCO
$4.26B
$252K ﹤0.01%
3,343
-29
-0.9% -$2.08K
VNO.PRJ
3264
DELISTED
VORNADO RLTY TR PFD 6.875% CUMULATIVE RED SER J % (MD)
VNO.PRJ
$252K ﹤0.01%
9,845
+153
+2% +$3.96K
CTW.CL
3265
DELISTED
Qwest Corporation
CTW.CL
$251K ﹤0.01%
9,619
+207
+2% +$5.49K
CASC
3266
DELISTED
Cascadian Therapeutics, Inc.
CASC
$250K ﹤0.01%
+11,146
New +$176K
VTRB
3267
DELISTED
Ventas Realty, Ltd Partnership
VTRB
$250K ﹤0.01%
10,363
+188
+2% +$4.73K
BTO
3268
John Hancock Financial Opportunities Fund
BTO
$805M
$249K ﹤0.01%
+9,148
New +$228K
DHT icon
3269
DHT Holdings
DHT
$3.01B
$249K ﹤0.01%
32,089
+10,433
+48% +$82.1K
EGHT icon
3270
8x8 Inc
EGHT
$261M
$249K ﹤0.01%
27,826
+3,957
+17% +$34.9K
TSYS
3271
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
$249K ﹤0.01%
75,243
+18,586
+33% +$62.5K
BTH
3272
DELISTED
BLYTH,INC
BTH
$249K ﹤0.01%
39,167
-13,094
-25% -$95.3K
AFQ.CL
3273
DELISTED
AMERICAN FINANCIAL GROUP INC 7% SENIOR NOTES DUE 2050 (OH)
AFQ.CL
$246K ﹤0.01%
9,675
+135
+1% +$3.48K
AY
3274
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$245K ﹤0.01%
+7,828
New +$279K
ANGI icon
3275
Angi Inc
ANGI
$220M
$244K ﹤0.01%
+3,961
New +$243K
129 130
131
132 133

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q2 2015 Portfolio in Review

As of Q2 2015, Parametric Portfolio Associates held 4,130 positions worth $51.2B, up 3% from $49.7B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates deployed $1.8B of net new capital in Q2 2015, opening 182 new positions and adding to 2,226 existing holdings. Its largest new stake was First Trust Financials AlphaDEX Fund: 1,229,951 shares worth $29.2M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 13% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was America Movil, an estimated $47.4M trimmed.

  • Parametric Portfolio Associates's largest Q2 2015 buy was First Trust Financials AlphaDEX Fund: 1,229,951 shares worth $29.2M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q2 2015, an estimated $222M increase.
  • Parametric Portfolio Associates's biggest Q2 2015 reduction was America Movil, cutting an estimated $47.4M.
  • Parametric Portfolio Associates fully exited First Trust Enhanced Short Maturity ETF in Q2 2015, selling an estimated $77.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $51.2B portfolio in Q2 2015.
  • Parametric Portfolio Associates opened 182 new positions and closed 156 in Q2 2015.
  • Parametric Portfolio Associates's portfolio value rose 3% quarter-over-quarter to $51.2B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2015, filed 14 Aug 2015.